E-mini NASDAQ-100 Future March 2015

Trading Metrics calculated at close of trading on 05-Feb-2015

Day Change Summary
	Previous	Current
	04-Feb-2015	05-Feb-2015	Change	Change %	Previous Week
Open	4,207.75	4,191.00	-16.75	-0.4%	4,249.50
High	4,243.00	4,254.75	11.75	0.3%	4,278.25
Low	4,187.50	4,181.50	-6.00	-0.1%	4,095.75
Close	4,204.00	4,247.50	43.50	1.0%	4,141.25
Range	55.50	73.25	17.75	32.0%	182.50
ATR	77.03	76.76	-0.27	-0.4%	0.00
Volume	269,497	200,569	-68,928	-25.6%	1,618,721

Daily Pivots for day following 05-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,447.75	4,420.75	4,287.75
R3	4,374.50	4,347.50	4,267.75
R2	4,301.25	4,301.25	4,261.00
R1	4,274.25	4,274.25	4,254.25	4,287.75
PP	4,228.00	4,228.00	4,228.00	4,234.50
S1	4,201.00	4,201.00	4,240.75	4,214.50
S2	4,154.75	4,154.75	4,234.00
S3	4,081.50	4,127.75	4,227.25
S4	4,008.25	4,054.50	4,207.25

Weekly Pivots for week ending 30-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	4,719.25	4,612.75	4,241.50
R3	4,536.75	4,430.25	4,191.50
R2	4,354.25	4,354.25	4,174.75
R1	4,247.75	4,247.75	4,158.00	4,209.75
PP	4,171.75	4,171.75	4,171.75	4,152.75
S1	4,065.25	4,065.25	4,124.50	4,027.25
S2	3,989.25	3,989.25	4,107.75
S3	3,806.75	3,882.75	4,091.00
S4	3,624.25	3,700.25	4,041.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,254.75	4,085.50	169.25	4.0%	72.00	1.7%	96%	True	False	290,578
10	4,286.25	4,085.50	200.75	4.7%	79.00	1.9%	81%	False	False	295,320
20	4,286.25	4,041.50	244.75	5.8%	84.00	2.0%	84%	False	False	332,109
40	4,322.00	4,041.50	280.50	6.6%	75.25	1.8%	73%	False	False	292,245
60	4,342.25	4,041.50	300.75	7.1%	62.25	1.5%	68%	False	False	195,240
80	4,342.25	3,687.00	655.25	15.4%	62.75	1.5%	86%	False	False	146,516
100	4,342.25	3,687.00	655.25	15.4%	61.75	1.5%	86%	False	False	117,238
120	4,342.25	3,687.00	655.25	15.4%	54.00	1.3%	86%	False	False	97,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.90
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4,566.00
2.618	4,446.50
1.618	4,373.25
1.000	4,328.00
0.618	4,300.00
HIGH	4,254.75
0.618	4,226.75
0.500	4,218.00
0.382	4,209.50
LOW	4,181.50
0.618	4,136.25
1.000	4,108.25
1.618	4,063.00
2.618	3,989.75
4.250	3,870.25

Fisher Pivots for day following 05-Feb-2015
Pivot	1 day	3 day
R1	4,237.75	4,235.00
PP	4,228.00	4,222.75
S1	4,218.00	4,210.25

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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